A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term government and corporate bond fund, and the third is a T-bill money market fund that yields a rate of 8%. The probability distribution of the risky funds is as follows: Expected Return 23% 15 Standard Deviation Stock fund (5) Bond fund (8) The correlation between the fund returns is 0.12 a-1. What are the investment proportions in the minimum variance portfolio of the two risky funds. (Do not round Intermediate calculations. Enter your answers as decimals rounded to 4 places.) Answer is complete but not entirely Portfolio invested in the Stock Portfolio invested in the bond 0.0057% 3.9203 a-2 What is the expected value and standard deviation of its rate of return? (Do not round Intermediate calculations. Enter your answers as decimals rounded to 4 places.) Answer is complete but not entirely Rate of Return 15.3144 Expeoted return Standard deviation 19.6723% Pray 1 of 4 Next >